Anic Equity¶

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Total return since start: 0.56 %¶

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Equity now: -----------------------------> 47661.14 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46266.22 Kr¶

PnL: ---------------------------------------> -622.35 Kr¶

DD now: ---------------------------------> -1.992 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 13:35:59.916123'

Anic Portfolio¶

Today¶

Return: 0.734 %¶

This Week¶

Return: 0.269 %¶

Total¶

Return: 56.03 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 3.710000 3198.000000 227.000000 7.640000 2971.000006
HEBA B 70 -0.130000 2730.000000 94.000000 3.570000 2636.000010
SAAB B 8 0.510000 3444.000000 67.000000 1.980000 3377.000000
Corem Property Group B 59 1.160000 618.320000 41.320000 7.160000 576.999999
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Samhällsbyggnadsbo. i Norden B 20 1.400000 383.500000 28.500000 8.030000 355.000000
Resurs Holding 22 4.470000 602.140000 28.140000 4.900000 573.999998
AcadeMedia 12 0.790000 583.920000 26.920000 4.830000 557.000004
FM Mattsson Mora Group B 50 -2.640000 2950.000000 23.000000 0.790000 2927.000000
MedCap 2 0.680000 443.000000 22.000000 5.230000 421.000000
OEM International B 7 1.700000 545.300000 17.300000 3.280000 527.999997
Fastighetsbolag. Emilshus Pref 21 2.230000 577.500000 15.500000 2.760000 562.000005
Eastnine 4 -0.940000 504.800000 13.800000 2.810000 491.000000
HMS Networks 2 0.000000 686.400000 13.400000 1.990000 673.000000
Intrum 4 0.410000 538.400000 11.400000 2.160000 527.000000
Coor Service Management Hold. 8 1.740000 539.200000 7.200000 1.350000 532.000000
Boozt 12 2.070000 1658.400000 4.400000 0.270000 1653.999996
Swedbank A 3 0.750000 567.150000 3.150000 0.560000 564.000000
Essity B 2 0.910000 576.400000 2.400000 0.420000 574.000000
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Creaspac SPAC 6 0.100000 576.000000 -1.000000 -0.170000 577.000002
Handelsbanken A 5 0.510000 543.000000 -3.000000 -0.550000 546.000000
Sampo Oyj SDB 7 1.570000 3846.500000 -3.500000 -0.090000 3850.000000
Samhällsbyggnadsbo. i Norden D 12 -0.100000 241.920000 -4.080000 -1.660000 246.000000
Securitas B 6 0.040000 564.000000 -6.000000 -1.050000 570.000000
Karnov Group 9 1.570000 525.600000 -10.400000 -1.940000 536.000004
Nordea Bank Abp 29 0.610000 3441.720000 -12.280000 -0.360000 3453.999992
CTEK 13 0.630000 520.650000 -13.350000 -2.500000 533.999999
Midsona B 63 1.610000 556.920000 -26.080000 -4.470000 582.999984
Vivesto 1368 1.960000 569.640000 -43.360000 -7.070000 612.999432
International Petroleum Corp. 5 0.370000 540.500000 -54.070000 -9.090000 594.565215
Axfood 13 -0.390000 3627.000000 -129.000000 -3.430000 3756.000001
OX2 18 1.890000 1453.500000 -210.500000 -12.650000 1663.999992
Fasadgruppen Group 35 2.360000 3493.000000 -318.000000 -8.340000 3810.999990
Ovzon 52 0.180000 2896.400000 -465.600000 -13.850000 3361.999992
TOTAL 46266.220000 -622.350000 -1.99209% 46888.564618

Updated:¶

'2023-01-20 13:36:12.722546'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶